+346.9%
ORCL vs RRC
+5.5%
+341.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +5.3% | +1.3% | +4.0% | +5.1% |
| 30D | +10.0% | +10.1% | -0.2% | +8.7% |
| 3M | -32.6% | +4.0% | -36.6% | -33.0% |
| 6M | +4.9% | +1.6% | +3.3% | +4.4% |
| YTD | -17.8% | +19.7% | -37.5% | -19.9% |
| 1Y | -28.0% | +21.4% | -49.4% | -30.1% |
| 3Y | +36.0% | +29.7% | +6.4% | +30.4% |
| 5Y | +88.7% | +153.9% | -65.1% | +63.2% |
| All | +346.9% | +5.5% | +341.4% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling